Abstract

In this paper, we study a convergence theorem for a finite second-order Markov chain indexed by a general infinite tree with uniformly bounded degree. Meanwhile, the strong law of large numbers (LLN) and Shannon-McMillan theorem for a finite second-order Markov chain indexed by this tree are obtained. 2000 Mathematics Subject Classification: 60F15; 60J10.

Highlights

  • A tree is a graph G = {T, E} that is connected and contains no circuits

  • Takacs has studied the strong law of large numbers for the univariate functions of finite Markov chains indexed by an infinite tree with uniformly bounded degree

  • Huang and Yang have studied the strong law of large numbers for Markov chains indexed by an infinite tree with uniformly bounded degree, which generalize the result of [8]

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Summary

Introduction

Takacs (see [8]) has studied the strong law of large numbers for the univariate functions of finite Markov chains indexed by an infinite tree with uniformly bounded degree. Huang and Yang (see [10]) have studied the strong law of large numbers for Markov chains indexed by an infinite tree with uniformly bounded degree, which generalize the result of [8]. We first study a convergence theorem for a finite second-order Markov chain indexed by a general infinite tree with uniformly bounded degree. We obtain the strong law of large numbers and ShannonMcMillan theorem for a class of finite second-order Markov chain indexed by a general infinite tree with uniformly bounded degree.

By and inequalities ln x x
We always let
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